+499.9%
P vs MUB
+25.3%
+474.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | -13.3% | +0.6% | -13.9% | -14.0% |
| 30D | -34.0% | +3.4% | -37.4% | -36.5% |
| 3M | +4.1% | -0.7% | +4.8% | +4.9% |
| 6M | +30.5% | -1.0% | +31.4% | +32.0% |
| YTD | +52.2% | 0.0% | +52.2% | +52.3% |
| 1Y | +10.3% | +0.4% | +9.9% | +9.9% |
| 3Y | +180.9% | +10.5% | +170.4% | +149.2% |
| 5Y | +259.7% | +3.1% | +256.6% | +246.3% |
| 10Y | +652.6% | +22.0% | +630.6% | +744.1% |
| All | +499.9% | +25.3% | +474.5% | +611.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling